Plugin interface includes several callback functions. OllyDbg calls them to install or remove plugin and on important events, like selected menu item or pressed shortcut key. Only two callback are mandatory: ODBG_Plugindata and ODBG_Plugininit, all other are optional. Don't forget to export your callbacks!
int ODBG_Plugindata(char *shortname);
int ODBG_Plugininit(int ollydbgversion,HWND hw,ulong *features);
void ODBG_Pluginmainloop(DEBUG_EVENT *debugevent);
void ODBG_Pluginsaveudd(t_module *pmod,int ismainmodule);
int ODBG_Pluginuddrecord(t_module *pmod,int ismainmodule,ulong tag,ulong size,void *data);
int ODBG_Pluginmenu(int origin,char data[4096],void *item);
void ODBG_Pluginaction(int origin,int action,void *item);
int ODBG_Pluginshortcut(int origin,int ctrl,int alt,int shift,int key,void *item);
void ODBG_Pluginreset(void);
void ODBG_Pluginclose(void);
void ODBG_Plugindestroy(void);
int ODBG_Paused(int reason, t_reg *reg);
int ODBG_Pausedex(int reason,int extdata,t_reg *reg,DEBUG_EVENT *debugevent);
int ODBG_Plugincmd(int reason,t_reg *reg,char *cmd);